NYMEX Natural Gas Future June 2018

Trading Metrics calculated at close of trading on 21-Mar-2018

Day Change Summary
	Previous	Current
	20-Mar-2018	21-Mar-2018	Change	Change %	Previous Week
Open	2.747	2.761	0.014	0.5%	2.806
High	2.774	2.787	0.013	0.5%	2.873
Low	2.735	2.720	-0.015	-0.5%	2.751
Close	2.760	2.724	-0.036	-1.3%	2.770
Range	0.039	0.067	0.028	71.8%	0.122
ATR	0.056	0.057	0.001	1.4%	0.000
Volume	21,535	41,069	19,534	90.7%	122,207

Daily Pivots for day following 21-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	2.945	2.901	2.761
R3	2.878	2.834	2.742
R2	2.811	2.811	2.736
R1	2.767	2.767	2.730	2.756
PP	2.744	2.744	2.744	2.738
S1	2.700	2.700	2.718	2.689
S2	2.677	2.677	2.712
S3	2.610	2.633	2.706
S4	2.543	2.566	2.687

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.164	3.089	2.837
R3	3.042	2.967	2.804
R2	2.920	2.920	2.792
R1	2.845	2.845	2.781	2.822
PP	2.798	2.798	2.798	2.786
S1	2.723	2.723	2.759	2.700
S2	2.676	2.676	2.748
S3	2.554	2.601	2.736
S4	2.432	2.479	2.703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.824	2.720	0.104	3.8%	0.054	2.0%	4%	False	True	26,658
10	2.873	2.720	0.153	5.6%	0.055	2.0%	3%	False	True	27,041
20	2.873	2.685	0.188	6.9%	0.053	2.0%	21%	False	False	23,180
40	2.975	2.638	0.337	12.4%	0.058	2.1%	26%	False	False	22,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.072
2.618	2.962
1.618	2.895
1.000	2.854
0.618	2.828
HIGH	2.787
0.618	2.761
0.500	2.754
0.382	2.746
LOW	2.720
0.618	2.679
1.000	2.653
1.618	2.612
2.618	2.545
4.250	2.435

Fisher Pivots for day following 21-Mar-2018
Pivot	1 day	3 day
R1	2.754	2.754
PP	2.744	2.744
S1	2.734	2.734

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols